I have not seen the Meghan and Harry documentary. The reason I haven't is because the Royal Family drama is of no interest to me. The concept of "royalty" is a human invention, as are "black," "white," and other "racial" categories, and we do ourselves no favors by hewing to artificial categories to rank humans on a scale of "high" to "low."
That having been said, we know that people are aware of how they're treated by others based on appearance, wealth, and artificial social distinctions, so there are places where The Duchess will be treated differently.
The Duchess of Sussex is genetically many things, and you must admit that she is not currently "black" appearing. I have seen pictures of her as a teenager, and she definitely has tan skin and very curly hair. It's hard for me to believe that based on that appearance, and being with her mother, who is obviously "black," that she did not realize where she fit in American society. I knew who I was as a "black" child by society's reactions to me and people who looked like me. I never needed an adult to interpret the ways of the world to me. Did my mom give me "the talk?" She did. Is there anything she told me that my experiences with the world at large had not already let me know? No.